+383.4%
OSCR vs LII
-1.0%
+384.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -2.8% |
| 7D | +4.7% | +0.5% | +4.2% | +4.6% |
| 30D | +14.8% | -11.2% | +26.0% | +20.3% |
| 3M | +16.7% | -28.8% | +45.5% | +30.5% |
| 6M | +127.5% | -26.9% | +154.4% | +148.5% |
| YTD | +121.0% | -22.2% | +143.2% | +132.2% |
| 1Y | +58.4% | -32.0% | +90.4% | +78.1% |
| All | +383.4% | -1.0% | +384.4% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling